+10.1%
NEE vs UNP
+48.4%
-38.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.9% |
| 7D | -0.5% | -1.7% | +1.2% | +0.1% |
| 30D | -1.7% | -2.1% | +0.4% | -1.0% |
| 3M | -1.8% | +5.4% | -7.3% | -4.2% |
| 6M | -8.8% | +13.4% | -22.2% | -13.7% |
| YTD | +5.2% | +25.0% | -19.8% | -4.2% |
| 1Y | +21.3% | +34.6% | -13.2% | +7.1% |
| 3Y | +35.2% | +43.6% | -8.4% | +14.3% |
| 5Y | +10.1% | +51.7% | -41.6% | -10.0% |
| All | +10.1% | +48.4% | -38.3% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UNP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling